+216.7%
CTVA vs XME
+378.0%
-161.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -4.5% | -4.2% | -0.3% | -2.7% |
| 30D | +11.3% | -2.7% | +14.0% | +12.3% |
| 3M | +12.3% | -3.9% | +16.2% | +13.2% |
| 6M | +7.2% | -1.0% | +8.2% | +5.2% |
| YTD | +26.0% | +9.8% | +16.2% | +16.6% |
| 1Y | +16.0% | +32.5% | -16.5% | -3.9% |
| 3Y | +73.9% | +124.3% | -50.4% | +6.8% |
| 5Y | +103.8% | +165.8% | -62.0% | +8.5% |
| All | +216.7% | +378.0% | -161.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling